+2,159.9%
FTI vs LSCC
+435.3%
+1,724.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.8% |
| 7D | +5.3% | +1.3% | +4.0% | +4.9% |
| 30D | +15.3% | -9.7% | +25.0% | +18.3% |
| 3M | +15.8% | -23.7% | +39.5% | +22.2% |
| 6M | +22.6% | +26.5% | -3.9% | +11.3% |
| YTD | +79.5% | +57.5% | +22.0% | +52.7% |
| 1Y | +102.0% | +75.7% | +26.3% | +65.4% |
| 3Y | +315.8% | +19.5% | +296.4% | +252.3% |
| 5Y | +1,129.5% | +83.8% | +1,045.7% | +769.8% |
| 10Y | +320.9% | +1,772.4% | -1,451.4% | +45.4% |
| All | +2,159.9% | +435.3% | +1,724.6% | +458.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling